There have been a lot of posts recently about locking domains due to the recent rule changes by ICANN. I thought it would be nice to have some information about how to do this at various registrars. Since I use the other hosting company, I can only give directions on how to lock domains there and Lunarpages. If anyone uses another registrar and finds out how to lock domains there, send me a private message and I will add the instructions here.
Locking a domain at Lunarpages (I just copied and pasted this from one of Johnny's replies. I hope you don't mind.

):
There is no cost associated with having your domain locked. If you have your domain/domains registered with LP, you would need to email us at
support@lunarpages.comWhen you do this, please provide us with your username and the *last four digits* of the credit card you have on file with us, if you didn't use a credit card, you can provide us with the following: Your username, the first and last digits of the password on this account along with your full postal mailing address and telephone number.
Also provide us with the domain or domains that you want us to lock.
Providing this information to start with will save time from us having to reply back asking you for this information.
Note - This information is to verify that you are the account holder.
Locking a domain at the other hosting company:1. Go to
http://www.the other hosting company.com.
2. Click the "My Account" link at the top left corner of the screen.
3. Log in to your account.
3. Click the link that says "Manage Domains"
4. You should now be on a page that lists your domains. Select the domains you wish to lock (all of your domains can be selected by clicking the topmost checkbox).
5. After you have selected the domains you wish to lock, click the "Set Locking" link that is right above the domain list (it's the last item in the left-hand column of orange buttons).
6a. If you only selected one domain, you can select "Locked" in the box on the right. Click on the "Save Changes" button. Your domain should now be locked.
6b. If you selected multiple domains, there are a few additional steps. Initially, the "Unlocked/Locked" radio buttons are greyed out. You will need to click on the "Click here to Enable Fields" link to enable these two fields. After that, select "Locked" and click "Save Changes".